V-Lab: MyungMoon Pharm Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

MyungMoon Pharm Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:27.77% (+0.92%)

Analysis last updated: Thursday, May 9, 2024 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1516	3.20
$α$	0.2050	5.58
$β$	0.6853	13.54
$γ_{1}$	-0.1278	-0.20
$γ_{2}$	0.5350	0.57
$γ_{3}$	-1.2041	-2.44
$γ_{4}$	1.8530	3.59
$γ_{5}$	-1.7147	-3.15
$γ_{6}$	0.5915	1.33
$γ_{7}$	0.4795	1.12
$γ_{8}$	-0.9852	-1.57
$γ_{9}$	1.0257	1.72
$γ_{10}$	-0.5252	-0.75

Estimation Period:
Jul 10, 2008 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts